Jeff Sessions. REUTERS/Aaron P. Bernstein Attorney General Jeff Sessions and Deputy Attorney General Rod Rosenstein were hit Thursday with several questions on President Donald Trump's eye-popping interview with The New York Times published the day before.

In the Times interview, Trump said he wouldn't have hired Sessions if he knew he'd recuse himself from the Russia investigation. The president also criticized Rosenstein — who is from Philadelphia — for being from Baltimore, where he served as US Attorney for the District of Maryland for 12 years. Trump said there are not many Republicans from Baltimore.

The topic of the press conference dealt with the Justice Department's announcement that it had shut down AlphaBay, what the DOJ called "the largest online dark market." But when Sessions took questions, he was immediately pressed about whether he was considering resigning in light of Trump's criticism.

"We in this department of Justice will continue every single day to serve in the national interest," Sessions said. "And we whole-heartily join in the priorities of President Trump. He gave us several directives, one of which was to dismantle transnational criminal organizations. That's what we're announcing today."

"We're dismantling the largest dark website in the world by far," he continued. "I congratulate our people for that. I have the honor of serving as attorney general, it goes beyond any thought I would have ever had for myself. We love this job, we love this department, and I plan to continue to do so as long as that's appropriate."

Another reporter asked how he could continued doing his job if he did not have the confidence of the president.

"We serve him right now," Sessions said. "The work we're doing today is the kind of work we intend to continue."

Sessions, one of Trump's earliest major backers during the campaign, said he is "totally confident that we can continue to run this office in an effective way."

Asked about the Baltimore comments, Rosenstein said he "was proud to be here yesterday, I'm proud to be here today, I'll be proud to work here tomorrow."

In the Times interview, Trump blasted both Sessions and Rosenstein, focusing his anger on what led to the appointment of special counsel Robert Mueller, who is currently investigating whether the Trump campaign colluded with Russian officials during the 2016 presidential campaign.

"Look, Sessions gets the job. Right after he gets the job, he recuses himself," Trump said, adding the attorney general "should have never recused himself, and if he was going to recuse himself, he should have told me before he took the job, and I would have picked somebody else."

Trump said Sessions gave him "zero" heads up about the decision to recuse.

"So Jeff Sessions takes the job, gets into the job, recuses himself," Trump continued. "I then have — which, frankly, I think is very unfair to the president. How do you take a job and then recuse yourself? If he would have recused himself before the job, I would have said, 'Thanks, Jeff, but I can't, you know, I'm not going to take you.' It's extremely unfair, and that's a mild word, to the president. So he recuses himself. I then end up with a second man, who's a deputy.

"Rod Rosenstein, who is from Baltimore," Trump later added. "There are very few Republicans in Baltimore, if any. So, he's from Baltimore."

As a result of Sessions' recusal, Rosenstein was the highest ranking DOJ official for matters related to the Russia investigation when Trump abruptly fired FBI Director James Comey in May. Shortly after, Rosenstein appointed Mueller.